+100.0%
PBR vs D
+60.1%
+39.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.9% |
| 7D | +0.3% | -0.4% | +0.8% | +0.4% |
| 30D | +17.5% | -2.1% | +19.6% | +18.1% |
| 3M | +20.9% | -0.7% | +21.6% | +21.0% |
| 6M | +20.2% | +5.6% | +14.7% | +18.2% |
| YTD | +84.3% | +14.6% | +69.7% | +77.4% |
| 1Y | +77.1% | +15.3% | +61.8% | +70.1% |
| All | +100.0% | +60.1% | +39.8% | +82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded D wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling